What is the source of interest rate risk
Source: Federal Reserve Board/Haver Analytics. ▫ Strategy: Borrow short and lend long. ▫ Risk: Yield curve flattens. ▫ 1Q 2004: Short-term interest rates began to Source: Own elaboration on the basis of Jajuga, Jajuga (1996, p. 99). The risk of interest rate as a component of systematic risk, in context of three core areas of This potential impact is included in the structural interest-rate risk. Its main source of risk arises from different maturities or repricing of assets and liabilities in the